On the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution
On the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution
About this item
Full title
Author / Creator
Publisher
Cambridge, UK: Cambridge University Press
Journal title
Language
English
Formats
Publication information
Publisher
Cambridge, UK: Cambridge University Press
Subjects
More information
Scope and Contents
Contents
Let {M
n
}
n≥0 be a nonnegative time-homogeneous Markov process. The quasistationary distributions referred to in this note are of the form Q
A
(x) = lim
n→∞P(M
n
≤ x | M
0 ≤ A,
M
1 ≤ A, …, M
n
≤ A). Suppose that M
0 has distribution Q
A
, and define T
A
Q
A
= min{n | M
n
> A, n ≥ 1}...
Alternative Titles
Full title
On the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_jap_1308662648
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_projecteuclid_primary_oai_CULeuclid_euclid_jap_1308662648
Other Identifiers
ISSN
0021-9002
E-ISSN
1475-6072
DOI
10.1239/jap/1308662648
